You can change the Keep/Restore setting by right clicking on the section, and changing the “When Finished” property in the properties sub-menu.
It’s hard to say it should default to one or another however, since both are equally useful in different usage environments. One of the prime reasons for things defaulting to Restore State is that it means the sequence is much more deterministic, particularly when dealing with sub sections and shots. You’re only seeing it on newly created assets because we must maintain backwards comparability for existing data.
When keep state is used heavily, it’s hard for users to fully understand what the state of the sequence should be in at any given time, particularly in situations where the time cursor jumps around.